Uses of Class
com.quantfinlib.simulation.SimulationResult

Packages that use SimulationResult

Package	Description
com.quantfinlib.report	Professional report generation, all writers hand-rolled on the JDK: ReportGenerator assembles portfolio, performance, risk, allocation, trade, Monte Carlo and technical sections into a Report, exported as HTML (with inline SvgCharts equity/drawdown charts), CSV, PDF, or XLSX.
com.quantfinlib.simulation	Monte Carlo simulation: MonteCarloSimulator runs GBM scenarios (single portfolio or correlated multi-asset via Cholesky) in parallel across cores, deterministic per seed; SimulationResult provides the outcome analytics — probability of profit/loss, VaR/CVaR, confidence intervals, best/worst/expected/median terminal values.

Uses of SimulationResult in com.quantfinlib.report

Methods in com.quantfinlib.report with parameters of type SimulationResult

Modifier and Type	Method	Description
ReportGenerator	ReportGenerator.addMonteCarlo(SimulationResult sim)

Uses of SimulationResult in com.quantfinlib.simulation

Methods in com.quantfinlib.simulation that return SimulationResult

Modifier and Type	Method	Description
SimulationResult	MonteCarloSimulator.simulate(double initialValue, double annualReturn, double annualVol, int horizonDays, int simulations)	Single-asset / whole-portfolio GBM simulation with daily steps.
SimulationResult	MonteCarloSimulator.simulatePortfolio(double initialValue, double[] weights, double[] dailyMeanReturns, double[][] dailyCovariance, int horizonDays, int simulations)	Correlated multi-asset portfolio simulation using daily mean returns and daily covariance (e.g. estimated from historical returns).